New ODE Methods for Equality Constrained Optimization (2) — Algorithms

New ODE Methods for Equality Constrained Optimization (2) — Algorithms

Year:    1992

Author:    Ping-Qi Pan

Journal of Computational Mathematics, Vol. 10 (1992), Iss. 2 : pp. 129–146

Abstract

As a continuation of [1], this paper considers implementation of ODE approaches. A modified Hamming's algorithm for integration of (ECP)-equation is suggested to obtain a local solution. In addition to the main algorithm, three supporting algorithms are also described: two are for evaluation of the right-hand side of (ECP)-equation, which may be especially suitable for certain kinds of (ECP)-equation when applied to large scale problems; the third one, with a convergence theorem, is for computing an initial feasible point. Our numerical results obtained by executing these algorithms on an example of (ECP)-equation given in [1] on five test problems indicate their remarkable superiority of performance to Tanabe's ODE version that is recently claimed to be much better than some well-known SQP techniques.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1992-JCM-9346

Journal of Computational Mathematics, Vol. 10 (1992), Iss. 2 : pp. 129–146

Published online:    1992-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    18

Keywords:   

Author Details

Ping-Qi Pan